Quantitative Research Intern Jobs

Job Description We are seeking a small number of highly talented interns to assist in the development, optimization, and monitoring of our production trading platform and research infrastructure. Interns will work on small, highly collaborative teams. Desirable Candidates Undergraduate or graduate candidates in computer science or engineering Significant experience in Python, C++, C, or Java Serious interest in systems programming (e.g. Linux kernel development, compilers, embedded systems, networking, file systems, debuggers) In-depth understanding of how userland programs run on Linux and interact with the kernel Some basic knowledge of Git, databases (e.g. MySQL), and web development frameworks is a plus Clear, concise, and proactive communicator Detail-oriented Willing to take ownership of his/her work, working both independently and within a small team

Are you a self-starter who loves tackling challenging problems in a team-oriented, fast-paced environment? Do you love the idea of living in Vancouver? Our quantitative equity team is expanding, and we are looking for talented individuals whose skills and interests are aligned with the team’s mission to deliver superior investment performance to our clients through a disciplined, systematic investment approach. Jobs within our team lie at the exciting intersection of research, data science, finance, and technology. A culture of innovation, career growth and success through collaboration has enabled us to deliver superior investment performance to our clients for over two decades. Today, our clients entrust us with over $78+ billion USD in financial assets. What You Will Do This is an exciting opportunity for individuals who are passionate about learning the quantitative equity investment management business and excited to tackle a broad range of investment, mathematical, and technology challenges. You will start with a comprehensive training program, learning about various elements of quantitative equity investment management. You will then continue to a specialized group within our team based on a combination of your fit and preference. Your specialized role may involve building, scaling, managing, monitoring, and/or trading our quantitative model and portfolios. You will be supported with coaching and mentorship from senior members of the team. We are creating the conditions for you to grow your career steadily over time. Groups within our team where you can contribute and gain valuable experience include: Investment Process Management Our Investment Process Management (IPM) group plays a central role in building highly scalable, efficient, and robust process management systems. The processes and infrastructure we maintain are critical in the team’s ability to d

A Career with Point72’s Market Intelligence Team On our proprietary research team—Market Intelligence—you’ll support Data Research team members as they work with our investment professionals and Compliance team to uncover insights about companies, industries, and the broader economy through deep fundamental research and applying data science and engineering techniques to alternative data sets. You’ll work alongside a talented team with diverse skills, backgrounds, and perspectives. Our industry researchers, product managers, and data scientists and engineers work together to build compliant research products that answer the questions our investment professionals care about most. We look for other bright, motivated, and collaborative people to join our team and grow with us. About the Sector Analyst Internship As a sector analyst, you will provide industry context and business fundamentals to our team of data scientists and engineers and support the team that delivers tailored and synthesized insights to our investment professionals. You should be curious about global industry trends, business models, and supply chains, and enjoy developing deep sector expertise. You should excel at distilling clear takeaways from complex qualitative and quantitative information—including alternative data—and be energized by an experiment-driven research approach, shifting priorities, and close collaboration across investment, research, and compliance teams. During the 10-week program based in our New York office, you will gain exposure to: Developing subject-matter expertise on an assigned sector related to key themes and KPIs that drive the industries and companies within your sector How data researchers support investment professionals and help inform their investment decisions Composing research reports and synthesizing findings Collaborating with our other proprietary research teams to source and extract

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quantitative Researcher for our team in Singapore. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative researcher your responsibilities will include Develop new or improve existing trading models using in-house platforms Use advanced mathematical techniques to model and predict market movements Analyse large financial datasets to identify trading opportunities Provide real time analytical support to experienced traders Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from top ranked universities Quantitative bent of mind A working knowledge of Linux/Unix Programming experience, preferably in C++ or C No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets. Have a strong work ethics Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Regular after work parties Top of the line health insurance for family International team outing

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quantitative Researcher for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. Responsibilities: Develop new or improve existing trading models using in-house platforms Use advanced mathematical techniques to model and predict market movements Analyse large financial datasets to identify trading opportunities Provide real time analytical support to experienced traders Requirements: Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from IITs schools Quantitative bent of mind A working knowledge of Linux/Unix Programming experience, preferably in C++ or C No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets. Have a strong work ethic Hard Working Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A well-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Singapore. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strategies Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Regular after work parties Top of the line health insurance for family International team outing

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Gurgaon. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strateiges Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Monthly after work parties Catered breakfast and lunch Fully stocked kitchen Gym membership International team outing

Job Responsibilities A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power. You will gain exposure to a variety of activities, which may include: Developing automated equities trading applications and real-time analytics Optimizing data ETL pipelines, persistent / in-memory caches and SQL databases Work alongside quant researchers developing quant signals. Improving signal research and trading tools infrastructure Desirable Candidates Undergraduate or higher degree in computer science, machine learning, or other quantitative discipline 5+ years of experience at a hedge fund, major investment bank, or quantitative trading firm Strong programming experience in Python with production-level coding quality Experience with containerization and orchestration technologies, particularly Docker Experience with Unix environment and shell scripting Knowledge of profiling (e.g. VisualVM, async-profiler) and code optimization is a plus Knowledge of statistics and machine learning is a plus Willing to take ownership of his/her work, working both independently and within a small team Prior experience in the financial services industry is a plus Commitment to the highest ethical standards

JOB RESPONSIBILITIES A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power. You will gain exposure to a variety of activities, which may include: Developing automated equities trading applications and real-time analytics Optimizing data ETL pipelines, persistent / in-memory caches and SQL databases Work alongside quant researchers developing quant signals. Improving signal research and trading tools infrastructure DESIRABLE CANDIDATES Undergraduate or higher degree in computer science, machine learning, or other quantitative discipline 5+ years of experience at a hedge fund, major investment bank, or quantitative trading firm Strong programming experience in Python with production-level coding quality Experience with containerization and orchestration technologies, particularly Docker Experience with Unix environment and shell scripting Knowledge of profiling (e.g. VisualVM, async-profiler) and code optimization is a plus Knowledge of statistics and machine learning is a plus Willing to take ownership of his/her work, working both independently and within a small team Prior experience in the financial services industry is a plus Commitment to the highest ethical standards

JOB RESPONSIBILITIES: A highly collaborative, fast-growing team at Internal Alpha Capture (IAC), Point72 is developing AI-driven equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, proprietary data sources, and unparalleled computing power. We are looking for exceptional machine learning researchers to join our efforts. Researchers will work closely with our experienced team members and apply the full breadth of their machine learning knowledge to unique, proprietary datasets, and develop novel trading signals that have high impact. Prior experience in the financial industry is not required. Key responsibilities may include: Managing all aspects of the research process, including ideation, method selection, implementation, evaluation, and eventual application. Identifying, adapting, and extending existing models in the broad field of machine learning; conducting novel research as needed, to develop new signals that can enhance portfolio returns, or predict other variables of interests. Staying up to date on the advances in AI/ML and related technological innovations to provide recommendations on new models and tools and identify emerging opportunities. DESIRABLE CANDIDATES: Master’s or PhD in machine learning, computer science, statistics, or related fields. Knowledge and experience in any of the following areas are strongly preferred: modern sequence models, graph neutral nets, reinforcement learning, LLMs. Prior research experience utilizing machine learning over large, possibly noisy, data sets. Strong analytical and quantitative skills, and a detail-oriented mindset. Strong proficiency in machine learning libraries such as Torch, JAX or TensorFlow. Competence in Python, cluster environment, and general software engineering principles (source control, testing, collaborative workflow). Excellent written and verbal communication skills, willing to proactively engage other team members in helping to foster a highly coll

Build something people love Wealthsimple is Canada’s leading financial innovator. The company offers a full suite of simple, sophisticated financial products across managed investing, do-it-yourself trading, cryptocurrency, tax filing, spending and saving. Wealthsimple currently serves more than 4 million Canadians and holds over $155 billion in assets under administration. The company was founded in 2014 by a team of financial experts and technology entrepreneurs, and is headquartered in Toronto, Canada. We're proud of what we've built — and we're just getting started. Read our Culture Manual and learn more about how we work . About the team The Investment Research Team is at the core of every investment product designed at Wealthsimple. Our team combines deep market expertise with strategic vision, developing best-in-class investment strategies that serve our growing client base. We analyze financial products and securities with a data-driven approach, ensuring our offerings meet client needs while aligning with our mission to empower people with financial freedom. What you'll do Conduct thorough daily order reviews for algorithm-generated trades across managed portfolios to verify accuracy and ensure abnormal order resolution prior to submission to the trade desk. Perform systematic, regular reviews of managed accounts to proactively identify and resolve operational bottlenecks, workflow friction, and systemic trading issues. Apply a disciplined, process-oriented, and operational mindset to execute daily portfolio management and trading support tasks reliably and efficiently. Collaborate closely with internal trading desks, investment operations, and product teams to streamline trade execution workflows and enhance portfolio tracking capabilities. Skills you bring 1-2 years of professional experience in portfolio operations, trade execution, or financial analysis within a modern financial institution or fintech setting. Strong analytical thinking and quantitative

WHO WE ARE Edmentum is a dynamic educator and student-focused company dedicated to tech-enabled learning solutions. Our goal is to ensure that all students have access to flexible learning environments and educators have the tools they need to support their students. We are on a mission to create innovative, proven learning technology, partnering with educators to ignite student potential. We are a Remote First organization with a strong commitment to excellence, innovation, and customer satisfaction. What You’ll Do As a Research Scientist, you’ll contribute to the design and execution of applied AI research studies that provide evidence of reliability, validity, and fairness for Edmentum’s educational products – particularly those that include AI features. You’ll collaborate with internal teams and external researchers, apply advanced psychometric methods, and help communicate research findings to diverse audiences. In this role you will: Conduct and manage rigorous research using applied AI and psychometric methods that support product development and evaluation. Translate complex research methods and results into clear, accessible formats. Collaborate with internal teams and external researchers to support research execution. Prepare research briefs, technical documents, and presentations. Contribute to conference presentations, journal publications, and white papers. Assist in preparing materials for the Technical Advisory Committee (TAC) and other expert panels. Who You Are: You have a PhD in psychometrics, quantitative psychology, educational measurement, statistics, data science, AI evaluation, or related field. You bring 1+ years of experience conducting applied AI research, ideally related to educational assessment. You are proficient in R, SAS, or Python for large-scale data analysis. You are familiar with IRT, scaling/equating, and methods for quantifying reliability, including generalizability theory. You communicate technical content clearly to n

Role: Point72 is looking for a Quantitative Developer to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment functions understand their investment backdrop, better assess reward and risk, and identify alpha opportunities. Responsibilities : Partner with researchers to release high-quality production code Integrate AI into written content creation, internal client service, and team operations Develop generic frameworks to build flow datasets across equities, credit, and macro Troubleshoot and resolve production issues Requirements: Undergraduate degree or higher in a technical field Strong programming skills in Python Strong orientation towards team success and desire to mentor teammates Passion for technology and markets Strong written and verbal communication skills Intellectual curiosity, exceptional attention to detail, and the ability to manage multiple projects and deadlines in a fast-paced environment Commitment to the highest ethical standards

Citi's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team. This role is central to the research, design, implementation, and maintenance of cutting-edge Equities Execution Algorithms for Citi's clients and internal trading desks, with a specific focus on North America and LATAM markets. This position offers a unique opportunity to apply strong quantitative, technical, and soft skills to foster innovation within a collaborative team culture, directly impacting trading businesses, control functions, and the global client base. Key Responsibilities Algorithmic Development & Enhancement: Design and develop new algorithms and strategies for the next generation equity trading platform initiative at Citi. Research, design, and implement improvements for existing algorithmic trading strategies (e.g., VWAP, liquidity seeking). Develop and enhance quantitative models, including optimal schedule, market impact models, and short-term predictive signals (e.g., fair value). Implement algorithm enhancements and customizations with production-quality code, applying best practices for modular, reusable, and robust trading components. Data Analysis & Modeling: Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics. Apply statistical modeling and machine learning techniques for data analysis and signal generation. Conduct flow analysis and performance tuning for various client flows. Provide data and analysis to support initial model validation and ongoing performance analysis. Collaboration & Support: Collaborate closely with traders, risk managers, product, sales, and technology teams to integrate quantita

Overview: Guidepoint Insights enables clients to make better-informed decisions through investor-grade surveys, expertly moderated teleconferences, and a growing transcript library. Our team combines former investment professionals, equity research analysts, industry veterans, and scientists to generate content that drives actionable healthcare research. We are looking to add a Healthcare Research Associate, Focus Polls to our team. This role is fundamental to the execution, quality, and scalability of Guidepoint’s healthcare survey offering. Healthcare Research Associates work closely with analysts, Healthcare Content Analysts, and internal operations teams to manage surveys from advisor targeting and launch through data validation, analysis, and final delivery. The ideal candidate combines strong healthcare research skills with analytical rigor, operational discipline, and the ability to identify and resolve issues across a high-volume survey pipeline. What You’ll Do: Manage the end-to-end execution of healthcare surveys, coordinating survey launches, advisor recruitment, data collection, analysis, and delivery Build and maintain targeted advisor lists based on specialty, experience, geography, product exposure, and other project-specific criteria Monitor active survey pipelines, response rates, and advisor participation to ensure projects remain on schedule and achieve appropriate sample sizes Review and validate survey responses for outliers, inconsistencies, mistypes, and other potential data-quality issues Generate and review Excel-based survey outputs, including calculations, tables, charts, and other quantitative analyses Determine the appropriate analytical and graphical treatment of survey data in partnership with analysts and Healthcare Content Analysts Contribute to the ongoing build-out of Guidepoint’s healthcare survey capabilities and knowledge base What You Have: Bachelor’s degree in Life Sciences, Public Health, Healthcare, Business, Data Analytics,